CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 120-025 120-260 0-235 0.6% 117-110
High 120-030 121-170 1-140 1.2% 120-270
Low 119-125 120-240 1-115 1.1% 117-050
Close 119-125 121-055 1-250 1.5% 120-155
Range 0-225 0-250 0-025 11.1% 3-220
ATR 1-077 1-098 0-021 5.2% 0-000
Volume 676,678 605,288 -71,390 -10.6% 3,167,055
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 123-158 123-037 121-192
R3 122-228 122-107 121-124
R2 121-298 121-298 121-101
R1 121-177 121-177 121-078 121-238
PP 121-048 121-048 121-048 121-079
S1 120-247 120-247 121-032 120-308
S2 120-118 120-118 121-009
S3 119-188 119-317 120-306
S4 118-258 119-067 120-238
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 130-178 129-067 122-164
R3 126-278 125-167 121-160
R2 123-058 123-058 121-051
R1 121-267 121-267 120-263 122-162
PP 119-158 119-158 119-158 119-266
S1 118-047 118-047 120-047 118-262
S2 115-258 115-258 119-259
S3 112-038 114-147 119-150
S4 108-138 110-247 118-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-170 118-200 2-290 2.4% 0-255 0.7% 88% True False 713,121
10 121-170 111-150 10-020 8.3% 1-070 1.0% 96% True False 568,731
20 121-170 111-150 10-020 8.3% 1-033 0.9% 96% True False 534,219
40 121-170 111-140 10-030 8.3% 1-049 1.0% 96% True False 619,631
60 121-170 111-140 10-030 8.3% 1-017 0.9% 96% True False 773,089
80 121-170 111-140 10-030 8.3% 0-265 0.7% 96% True False 604,820
100 121-170 111-140 10-030 8.3% 0-220 0.6% 96% True False 484,231
120 121-170 109-270 11-220 9.6% 0-183 0.5% 97% True False 403,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-272
2.618 123-184
1.618 122-254
1.000 122-100
0.618 122-004
HIGH 121-170
0.618 121-074
0.500 121-045
0.382 121-016
LOW 120-240
0.618 120-086
1.000 119-310
1.618 119-156
2.618 118-226
4.250 117-138
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 121-052 120-299
PP 121-048 120-223
S1 121-045 120-148

These figures are updated between 7pm and 10pm EST after a trading day.

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